-35.1%
TLT vs SWKS
-43.2%
+8.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.3% |
| 30D | +5.1% | +8.5% | -3.4% | +5.0% |
| 3M | -0.2% | +17.3% | -17.5% | -0.5% |
| 6M | -2.9% | +25.1% | -28.0% | -3.4% |
| YTD | -2.7% | +33.3% | -36.0% | -3.3% |
| 1Y | -4.6% | +22.9% | -27.5% | -5.1% |
| 3Y | +6.1% | +5.5% | +0.5% | +5.2% |
| 5Y | -35.1% | -41.9% | +6.8% | -38.5% |
| All | -35.1% | -43.2% | +8.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling